Modeling, Measuring and Hedging Operational Risk, Marcelo G. Cruz
Автор: Taleb, Nassim Название: Dynamic Hedging ISBN: 0471152803 ISBN-13(EAN): 9780471152804 Издательство: Wiley Рейтинг: Цена: 16157.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Dynamic Hedging is the definitive source on derivatives risk. It provides a real-world methodology for managing portfolios containing any nonlinear security. It presents risks from the vantage point of the option market maker and arbitrage operator.
Автор: Bouchard Название: Fundamentals and Advanced Techniques in Derivatives Hedging ISBN: 3319389882 ISBN-13(EAN): 9783319389882 Издательство: Springer Рейтинг: Цена: 6288.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
This book covers the theory of derivatives pricing and hedging as well as techniques used in mathematical finance. The authors use a top-down approach, starting with fundamentals before moving to applications, and present theoretical developments alongside various exercises, providing many examples of practical interest.
A large spectrum of concepts and mathematical tools that are usually found in separate monographs are presented here. In addition to the no-arbitrage theory in full generality, this book also explores models and practical hedging and pricing issues. Fundamentals and Advanced Techniques in Derivatives Hedging further introduces advanced methods in probability and analysis, including Malliavin calculus and the theory of viscosity solutions, as well as the recent theory of stochastic targets and its use in risk management, making it the first textbook covering this topic.
Graduate students in applied mathematics with an understanding of probability theory and stochastic calculus will find this book useful to gain a deeper understanding of fundamental concepts and methods in mathematical finance.
Описание: Praise for Energy and Power Risk Management "Energy and Power Risk Management identifies and addresses the key issues in the development of the turbulent energy industry and the challenges it poses to market players. An insightful and far-reaching book written by two renowned professionals.
Автор: Bhansali Название: Tail Risk Hedging ISBN: 0071791752 ISBN-13(EAN): 9780071791755 Издательство: McGraw-Hill Рейтинг: Цена: 17845.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Using empirical data and charts, this book explains the consequences of diversification failure in tail events and how to manage portfolios when this happens. It provides an easy-to-use, yet rigorous framework for protecting investment portfolios against tail risk and using tail hedging to play offense.
Автор: Biel Название: Accounting For Derivatives And Hedging Activities ISBN: 1606495909 ISBN-13(EAN): 9781606495902 Издательство: Mare Nostrum (Eurospan) Рейтинг: Цена: 2883.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Derivatives used to hedge financial and operating functions, are designed to allow managers of firms to manage effectively the downside risk of their financial and operating strategies. This book is suitable for understanding the impact of derivative and hedge accounting on a company`s reporting of financial statements.
Автор: Leoni Peter Название: Greeks and Hedging Explained ISBN: 1137350733 ISBN-13(EAN): 9781137350732 Издательство: Springer Рейтинг: Цена: 4191.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: A practical guide to basic and intermediate hedging techniques for traders, structerers and risk management quants. This book fills a gap for a technical but not impenetrable guide to hedging options, and the `Greek` (Theta, Vega, Rho and Lambda) -parameters that represent the sensitivity of derivatives prices.
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